+218.9%
CTVA vs BAH
+39.5%
+179.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.4% |
| 7D | -4.7% | +2.4% | -7.1% | -5.2% |
| 30D | +11.1% | -2.9% | +14.0% | +11.7% |
| 3M | +13.7% | -1.3% | +15.1% | +13.4% |
| 6M | +11.2% | -0.9% | +12.1% | +10.3% |
| YTD | +26.9% | -8.2% | +35.1% | +26.9% |
| 1Y | +18.8% | -24.0% | +42.8% | +24.7% |
| 3Y | +75.9% | -28.1% | +104.0% | +75.7% |
| 5Y | +105.2% | +2.5% | +102.7% | +72.7% |
| All | +218.9% | +39.5% | +179.5% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling